I. Varga-Haszonits
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Person:978607
Available identifiers
zbMath Open varga-haszonits.istvanMaRDI QIDQ978607
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Replica approach to mean-variance portfolio optimization | 2020-08-11 | Paper |
| INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES | 2010-08-19 | Paper |
| Divergent estimation error in portfolio optimization and in linear regression | 2010-06-25 | Paper |
Research outcomes over time
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